I can think of several.
There’s Cana According to Micah, a well-done game where you are at the wedding Jesus first performed miracles.
Jarod’s Journey is a bible-inspired journey game that was mocked at the time for its effusive evangelical tone. I think it might be a subtle parody.
Bez wrote Queer in Public, an essay about being Christian and LGBTQ+.
Eric Eve incorporated christian themes in many games, most notably in All Hope Abandon. He is, I believe, a professor of theology.
Paul Panks wrote a pretty bad MS-DOS game called Jesus of Nazareth that is mostly a fighting simulator.
I wrote a few simple twine adventures for kids based on the Book of Mormon, called Book of Mormon Adventures.
Just this week someone released Skillick’s Bride, a game also about my faith (The Church of Jesus Christ of Latter-day Saints), but with more of a critical tone and a horror genre.
Hunger Daemon is an excellent (IF-comp winning) game that features a fake, Lovecraftian religion as well as a lot of real Jewish religious material. Gamlet is a crass and weird game that’s pretty well-made and which features a Jewish protagonist (the game is offensive but not, as far as I can tell, towards Jews specifically).
Ironheart is a commercial (and pretty popular!) choicescript game where you time travel to the crusades but with mechs, and your religious beliefs can shape the game and evolve over time.
Burn the Koran and Die was intended to be offensive towards muslims.
A game in this IFComp, A Christmas Feast at King Arthur’s Court, contains many Christian themes.
Many games borrow elements of Voodoo/Vaudou, but are generally inaccurate. Gris et Jaune delves the most into the actual religion.
The 12:54 to Asgard is a beautiful, ambitious, but flawed game that combines elements of Greek, Christian, and Norse Mythology.
Another IFComp winner, Vespers, investigates a corrupted and dying Christian group of Monks.
Varicella touches on priest pedophilia as an essential story element.
Bellclap is a short game where you, God, talk to the parser, an angel, to command the main character, a human.
Ariadne in Aeaea features elements of Greek mythology. Deus ex Ceviche and Abbess Otilia’s Life and Death features Abbesses, with the first being a bizarre fish religion and the second a standard Christian one.
Grim Baccaris’s games often feature constructed alien religions.
Robin and Orchid, an IFComp high-placer, takes place in a Christian church and features many elements of Christianity, but not as the main content.
Bee, no longer available in its original form, is an Emily Short game about Christian homeschooling.
Tenth Plague, by Lynnea Glasser, has you take on the form of the tenth plague of Egypt itself.
Voices is a game about a Joan-of-Arc-like person, with a twist.
Edit: Actually, I forgot I had a list of these before that has several more games: